+553.7%
MS vs CELH
+4,820.0%
-4,266.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +0.8% | +9.4% | -8.6% | -0.1% |
| 30D | -0.7% | +14.8% | -15.5% | -2.1% |
| 3M | -12.4% | +20.5% | -32.9% | -14.2% |
| 6M | -1.7% | +1.6% | -3.3% | -2.9% |
| YTD | +8.0% | -28.3% | +36.3% | +10.1% |
| 1Y | +16.2% | -26.4% | +42.6% | +18.0% |
| 3Y | +171.3% | -43.0% | +214.3% | +172.6% |
| 5Y | +124.8% | +4.8% | +120.0% | +101.4% |
| 10Y | +553.7% | +4,820.0% | -4,266.3% | +329.3% |
| All | +553.7% | +4,820.0% | -4,266.3% | +329.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CELH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling